Keyword:stochastic processes

Publications
Hybrid Financial Models for Capturing Asset Correlation Structures Wayzman Kolawole EasyChair Preprint 15051
Quantitative Finance Approaches for Pricing Futures Contracts Wayzman Kolawole EasyChair Preprint 15050
Timesmash: Process-Aware Fast Time Series Clustering and Classification Victor Rotaru, Yi Huang and Ishanu Chattopadhyay EasyChair Preprint 7029
Interaction Between the VaR and the Interest Rate of Cash Flow Mostafa El Hachloufi, Driss Ezouine and Mohammed El Haddad EasyChair Preprint 3790